+1,929.4%
COP vs XLB
+834.1%
+1,095.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | -6.1% | +0.5% | -6.6% | -6.7% |
| 30D | +1.1% | +6.9% | -5.8% | -4.4% |
| 3M | +10.9% | -0.2% | +11.1% | +10.4% |
| 6M | +20.8% | +3.3% | +17.5% | +15.7% |
| YTD | +48.0% | +18.0% | +30.0% | +26.6% |
| 1Y | +58.5% | +24.2% | +34.3% | +30.1% |
| 3Y | +28.1% | +44.7% | -16.6% | -7.4% |
| 5Y | +120.5% | +31.6% | +88.9% | +70.6% |
| 10Y | +310.1% | +164.2% | +145.9% | +96.5% |
| All | +1,929.4% | +834.1% | +1,095.3% | +424.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling